Uses of Class
com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
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Packages that use FixedOvernightSwapTemplate Package Description com.opengamma.strata.market.curve.node Curve nodes.com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of FixedOvernightSwapTemplate in com.opengamma.strata.market.curve.node
Methods in com.opengamma.strata.market.curve.node that return FixedOvernightSwapTemplate Modifier and Type Method Description FixedOvernightSwapTemplateFixedOvernightSwapCurveNode. getTemplate()Gets the template for the swap associated with this node.Methods in com.opengamma.strata.market.curve.node that return types with arguments of type FixedOvernightSwapTemplate Modifier and Type Method Description org.joda.beans.MetaProperty<FixedOvernightSwapTemplate>FixedOvernightSwapCurveNode.Meta. template()The meta-property for thetemplateproperty.Methods in com.opengamma.strata.market.curve.node with parameters of type FixedOvernightSwapTemplate Modifier and Type Method Description static FixedOvernightSwapCurveNodeFixedOvernightSwapCurveNode. of(FixedOvernightSwapTemplate template, ObservableId rateId)Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.static FixedOvernightSwapCurveNodeFixedOvernightSwapCurveNode. of(FixedOvernightSwapTemplate template, ObservableId rateId, double additionalSpread)Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.static FixedOvernightSwapCurveNodeFixedOvernightSwapCurveNode. of(FixedOvernightSwapTemplate template, ObservableId rateId, double additionalSpread, String label)Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.FixedOvernightSwapCurveNode.BuilderFixedOvernightSwapCurveNode.Builder. template(FixedOvernightSwapTemplate template)Sets the template for the swap associated with this node. -
Uses of FixedOvernightSwapTemplate in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return FixedOvernightSwapTemplate Modifier and Type Method Description FixedOvernightSwapTemplateFixedOvernightSwapTemplate.Builder. build()static FixedOvernightSwapTemplateFixedOvernightSwapTemplate. of(Tenor tenor, FixedOvernightSwapConvention convention)Obtains a template based on the specified tenor and convention.static FixedOvernightSwapTemplateFixedOvernightSwapTemplate. of(Period periodToStart, Tenor tenor, FixedOvernightSwapConvention convention)Obtains a template based on the specified period, tenor and convention.default FixedOvernightSwapTemplateFixedOvernightSwapConvention. toTemplate(Tenor tenor)Obtains a template based on the specified tenor.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type FixedOvernightSwapTemplate Modifier and Type Method Description Class<? extends FixedOvernightSwapTemplate>FixedOvernightSwapTemplate.Meta. beanType()
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